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Trade: WAVES/USDT/480/ZLMA/SUPERTREND/2451

Strategy
WAVES/USDT/480/ZLMA/SUPERTREND/2451
Pair
WAVES_USDT
Interval
8h
Score
396948
Daily Profit
0.254732
Profit Factor
1.453381
Profitability
47.417840
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-26 23:52
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 503605.2449 472437.9168 31167.328 56819.1131 176500.681 -119681.5678
Total P&L (%) 503.6052 472.4379 31.1673 56.8191 176.5007 -119.6816
Avg Daily Profit (%) 0.2547 0.239 0.0158 0.0228 0.0515 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115768 -139755 -180714 -316854 -355674 -408037
Profit Factor 1.4534 1.7901 1.0608 1.0303 1.1834 0.8692
Total Trades 213 107 106 213 107 106
Winning Trades 101 51 50 101 51 50
Losing Trades 112 56 56 112 56 56
Profitability (%) 47.4178 47.6636 47.1698 47.4178 47.6636 47.1698
Ratio Avg Win / Avg Loss 1.6117 1.9656 1.1881 1.1425 1.2994 0.9735
Largest Winning Trade 255821 255821 59456 179690 179690 101068
Largest Losing Trade -60588 -43165 -60588 -145132 -145132 -114921
Avg Bars in Trades 26 33 19 26 33 19
Avg Bars in Winners 32 40 24 32 40 24
Avg Bars in Losers 20 27 14 20 27 14
Bars Traded 5646 3604 2041 5646 3604 2041
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 396948 366171 -329566 -350192 -144201 -581872
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1552204800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758919959429,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 112,
            "offset": 0,
            "multiplier": 2.05057
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            503605.2448631666,
            472437.9168394636,
            31167.3280237033,
            56819.1131216809,
            176500.680959437,
            -119681.567837756
        ],
        [
            503.605245,
            472.437917,
            31.167328,
            56.819113,
            176.500681,
            -119.681568
        ],
        [
            0.254732,
            0.238967,
            0.015765,
            0.02276,
            0.051457,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115768,
            -139755,
            -180714,
            -316854,
            -355674,
            -408037
        ],
        [
            1.453381,
            1.790139,
            1.060772,
            1.030259,
            1.183364,
            0.869225
        ],
        [
            213,
            107,
            106,
            213,
            107,
            106
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            47.41784,
            47.663551,
            47.169811,
            47.41784,
            47.663551,
            47.169811
        ],
        [
            1.611669,
            1.965643,
            1.188064,
            1.142466,
            1.29938,
            0.973532
        ],
        [
            255821,
            255821,
            59456,
            179690,
            179690,
            101068
        ],
        [
            -60588,
            -43165,
            -60588,
            -145132,
            -145132,
            -114921
        ],
        [
            26,
            33,
            19,
            26,
            33,
            19
        ],
        [
            32,
            40,
            24,
            32,
            40,
            24
        ],
        [
            20,
            27,
            14,
            20,
            27,
            14
        ],
        [
            5646,
            3604,
            2041,
            5646,
            3604,
            2041
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396948,
            366171,
            -329566,
            -350192,
            -144201,
            -581872
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1552204800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758919959429,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 112,
            "offset": 0,
            "multiplier": 2.05057
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)